-7.8%
BRO vs WST
-11.3%
+3.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -7.3% | +1.8% | -9.2% | -7.4% |
| 30D | -6.9% | -1.7% | -5.1% | -6.7% |
| 3M | +10.7% | +4.9% | +5.8% | +10.3% |
| 6M | -2.7% | +45.5% | -48.2% | -5.1% |
| YTD | -16.3% | +26.1% | -42.5% | -17.8% |
| 1Y | -29.1% | +31.7% | -60.8% | -30.6% |
| 3Y | -7.8% | -12.1% | +4.2% | -7.8% |
| All | -7.8% | -11.3% | +3.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling